John F. O. Bilson : Citation Profile


Illinois Institute of Technology

8

H index

8

i10 index

814

Citations

RESEARCH PRODUCTION:

21

Articles

4

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   39 years (1978 - 2017). See details.
   Cites by year: 20
   Journals where John F. O. Bilson has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 3 (0.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbi173
   Updated: 2025-01-10    RAS profile: 2023-09-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with John F. O. Bilson.

Is cited by:

Frankel, Jeffrey (29)

Chinn, Menzie (22)

Sarno, Lucio (12)

Taylor, Mark (11)

Edwards, Sebastian (11)

Eichengreen, Barry (10)

MacDonald, Ronald (10)

Cheung, Yin-Wong (9)

Chernov, Mikhail (8)

Wagner, Christian (8)

Clarida, Richard (8)

Cites to:

French, Kenneth (11)

Fama, Eugene (10)

Campbell, John (7)

Engle, Robert (5)

Stambaugh, Robert (5)

van Binsbergen, Jules (4)

Hansen, Lars (4)

Jagannathan, Ravi (4)

Bollerslev, Tim (4)

Kosowski, Robert (3)

Hodrick, Robert (3)

Main data


Production by document typearticlebookpaperchapter19801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1978197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240204060Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19781979198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620170200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100500250Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where John F. O. Bilson has published?


Journals with more than one article published# docs
IMF Staff Papers4
Economics Letters2
American Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4

Recent works citing John F. O. Bilson (2024 and 2023)


Year  ↓Title of citing document  ↓
2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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2023Multi-country modelling at the commission of the European communities: Centralised and decentralised approaches. (2023). Acosta, Juan ; Sergi, Francesco ; Rancan, Antonella. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001927.

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2023A new test for market efficiency and uncovered interest parity. (2023). Ho, Kun ; Kapetanios, George ; Diebold, Francis X ; Baillie, Richard T. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001681.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023Asset management as creator of market inefficiency. (2023). Woolley, Paul ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118540.

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2023Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03.

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2023Asset Management as Creator of Market Inefficiency. (2023). Woolley, Paul ; Vayanos, Dimitri. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:51:y:2023:i:1:d:10.1007_s11293-023-09769-6.

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2023Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246..

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2023Effects of Capital Flows on Carry Trade Activities: The Case of Turkey. (2019). Erer, Deniz ; Gacener-Ati, Aydanur. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:190403.

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John F. O. Bilson has edited the books:


Year  ↓Title  ↓Type  ↓Cited  ↓

Works by John F. O. Bilson:


Year  ↓Title  ↓Type  ↓Cited  ↓
1978The Current Experience with Floating Exchange Rates: An Appraisal of the Monetary Approach. In: American Economic Review.
[Full Text][Citation analysis]
article27
1985Macroeconomic Stability and Flexible Exchange Rates. In: American Economic Review.
[Full Text][Citation analysis]
article2
1984 Purchasing Power Parity as a Trading Strategy. In: Journal of Finance.
[Full Text][Citation analysis]
article8
1978A Dynamic Model of Devaluation. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article2
1979The deutsche mark/dollar rate : A monetary analysis In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article14
2015The term structure of implied dividend yields and expected returns In: Economics Letters.
[Full Text][Citation analysis]
article3
1979International reserves: Adjustment dynamics In: Economics Letters.
[Full Text][Citation analysis]
article2
1980The rational expectations approach to the consumption function : A multi-country study In: European Economic Review.
[Full Text][Citation analysis]
article11
1981The Rational Expectations Approach to the Consumption Function: A Multi-country Study.(1981) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 11
chapter
1987The profitability of currency speculation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article11
1983The Profitability of Currency Speculation.(1983) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2015Size and value risk in financial firms In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article12
2007Currency and credit markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article0
2017An Empirical Investigation of Eastern European Bond Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article3
1984Exchange Rate Theory and Practice In: NBER Books.
[Citation analysis]
book432
1984Introduction In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1984Exchange Rate Dynamics In: NBER Chapters.
[Full Text][Citation analysis]
chapter1
1979Dynamic Adjustment and the Demand for International Reserves In: NBER Working Papers.
[Full Text][Citation analysis]
paper25
1980The Speculative Efficiency Hypothesis In: NBER Working Papers.
[Full Text][Citation analysis]
paper240
1981The Speculative Efficiency Hypothesis..(1981) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 240
article
1981Profitability and Stability in International Currency Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
1980The Permanent Income Hypothesis under Rational Expectations In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article0
2017Assessing hedge fund performance with institutional constraints: evidence from CTA funds In: Journal of Asset Management.
[Full Text][Citation analysis]
article1
1978The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La théorie monétaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empí In: IMF Staff Papers.
[Full Text][Citation analysis]
article7
1979The Vicious Circle Hypothesis (Lhypothèse du cercle vicieux) (La hipótesis del círculo vicioso) In: IMF Staff Papers.
[Full Text][Citation analysis]
article0
1979Recent Developments in Monetary Models of Exchange Rate Determination (Evolution récente des modèles monétaires de détermination des taux de change) (Progreso reciente en el campo de los m In: IMF Staff Papers.
[Full Text][Citation analysis]
article7
1983Overview In: IMF Staff Papers.
[Full Text][Citation analysis]
article0
2016Bond Portfolio Allocations in South Africa Emerging Markets In: International Journal of Finance & Banking Studies.
[Full Text][Citation analysis]
article0
2005Parsimonious Value at Risk for Fixed Income Portfolios In: Springer Books.
[Citation analysis]
chapter0
2011Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index In: Applied Economics.
[Full Text][Citation analysis]
article1

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